OVER THE PAST few decades, Sean Penn has established an unwanted reputation as a scenery chewer. But, with his cautious, Oscar-winning turn in Milk and now, a poignant performance in this proudly weird film from Paolo Sorrentino, our Sean appears to be back on the right track. To borrow a construction often used glibly on promotional material, this is Sean Penn as you’ve never seen him.

The intense professional plays Cheyenne, an American gloom rocker who, having seen his music drive a few young people to suicide, now lives in guilty retirement with his long-suffering wife (Frances McDormand) in an elaborate Dublin mansion. Some afternoons, Cheyenne watches Jamie Oliver on the telly. When feeling more energetic, he plays sweaty handball in an empty swimming pool.

Cheyenne’s life eventually gets shaken up when, after attending his Jewish father’s funeral in New York, he decides to track down the ancient Nazi who tormented the late parent in a concentration camp. The picture then develops into a class of loose-limbed road movie.

The scenes in Dublin make ingenious use of distinctive landmarks, old and new. The Aviva Stadium, filmed when still fresh from its box, looms imposingly over the action in several scenes. Sorrentino places Cheyenne in a bubble, but allows hints of local colour to leak through odd cracks.

Eve Hewson, daughter of Bono, offers a nice turn as a young fan who, traumatised when her brother goes missing and her mother turns catatonic, manages to make friends with the fragile star. One senses that Cheyenne is longing to reach out, but is reluctantly restrained by the infantalising side effects of rock stardom.

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The first half of This Must Be the Place bears favourable comparison with earlier Sorrentino gems Il Divo and The Family Friend. There is the same unsettling tension between absurdity and everyday reality. The director takes this semi-Dublin and fashions it into a tightly controlled environment that abides by the unfathomable rules of the Sorrentino universe.

Sadly, the film loses its way somewhat when Cheyenne lands in the US. The road movie has always been a shapeless beast, so we should not be surprised that a picaresque tone takes over. And Sorrentino certainly nudges Cheyenne towards some interesting characters and situations. Harry Dean Stanton (in a nod to Paris, Texas, perhaps) turns up as the man who patented wheels on suitcases. Reliably charismatic Judd Hirsch plays a Nazi hunter. David Byrne is on hand to sing the song that gave the film its title.

The viewer is never short of diversions. It’s hard to shake the sense, however, that the director loses control when – like his protagonist – he ventures outside the ordered Dublin compound. The adventure is a good thing for Cheyenne. He gains a degree of perspective. He gains the courage to embrace adulthood. But it’s not an entirely good thing for the film. One rather longs to slip back within the dome.

That noted, it is hard to fault the film’s efforts at character study. With his hair teased into a Goth bush, speaking in a voice that sounds like a cross between Michael Jackson and Andy Warhol, Cheyenne could easily have been presented as a figure of fun. There are certainly jokes at his expense. But Penn manages

to make something fleshy and conflicted from this unlikely material. This is a decent man – an ordinary man, even – propelled into eccentricity by the unhappy pressures of fame.

What a surprising turn this is. Penn can, too often, impose Wagnerian levels of melodrama on the most ordinary characters. In contrast, when offered a genuinely bizarre character, he delivers a performance that revels in well- judged understatement.

This Must Be the Place doesn’t always live up to that central performance. But its singular, passive-aggressive nuttiness remains diverting throughout. One of a kind.